PERSISTENT
Persistent Systems Ltd
Historical option data for PERSISTENT
22 Sep 2025 08:01 PM IST
| PERSISTENT 30SEP2025 5300 CE | ||||||||||||||||
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Delta: 0.48
Vega: 3.11
Theta: -7.49
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 22 Sept | 5271.00 | 100 | -162.5 | 35.10 | 13,674 | 860 | 1,292 | |||||||||
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| 21 Sept | 5506.00 | 256.5 | -76.2 | 28.26 | 79 | 11 | 432 | |||||||||
| 18 Sept | 5567.50 | 336.5 | 23.05 | 36.64 | 70 | -3 | 423 | |||||||||
| 14 Sept | 5411.00 | 200.35 | -8.05 | 27.28 | 667 | -1 | 610 | |||||||||
| 17 Aug | 5289.00 | 245.25 | 35.25 | 27.82 | 2 | 0 | 11 | |||||||||
For Persistent Systems Ltd - strike price 5300 expiring on 30SEP2025
Delta for 5300 CE is 0.48
Historical price for 5300 CE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 100, which was -162.5 lower than the previous day. The implied volatity was 35.10, the open interest changed by 860 which increased total open position to 1292
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 256.5, which was -76.2 lower than the previous day. The implied volatity was 28.26, the open interest changed by 11 which increased total open position to 432
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 336.5, which was 23.05 higher than the previous day. The implied volatity was 36.64, the open interest changed by -3 which decreased total open position to 423
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 200.35, which was -8.05 lower than the previous day. The implied volatity was 27.28, the open interest changed by -1 which decreased total open position to 610
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 245.25, which was 35.25 higher than the previous day. The implied volatity was 27.82, the open interest changed by 0 which decreased total open position to 11
| PERSISTENT 30SEP2025 5300 PE | |||||||
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Delta: -0.52
Vega: 3.11
Theta: -5.70
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 22 Sept | 5271.00 | 113.95 | 75 | 33.35 | 10,900 | 71 | 787 |
| 21 Sept | 5506.00 | 37.65 | 5.25 | 31.65 | 946 | 15 | 715 |
| 18 Sept | 5567.50 | 29.25 | -19.3 | 31.84 | 2,194 | -106 | 689 |
| 14 Sept | 5411.00 | 87 | -5 | 29.71 | 1,402 | 13 | 644 |
| 17 Aug | 5289.00 | 410.2 | 0 | 0.96 | 0 | 0 | 0 |
For Persistent Systems Ltd - strike price 5300 expiring on 30SEP2025
Delta for 5300 PE is -0.52
Historical price for 5300 PE is as follows
On 22 Sept PERSISTENT was trading at 5271.00. The strike last trading price was 113.95, which was 75 higher than the previous day. The implied volatity was 33.35, the open interest changed by 71 which increased total open position to 787
On 21 Sept PERSISTENT was trading at 5506.00. The strike last trading price was 37.65, which was 5.25 higher than the previous day. The implied volatity was 31.65, the open interest changed by 15 which increased total open position to 715
On 18 Sept PERSISTENT was trading at 5567.50. The strike last trading price was 29.25, which was -19.3 lower than the previous day. The implied volatity was 31.84, the open interest changed by -106 which decreased total open position to 689
On 14 Sept PERSISTENT was trading at 5411.00. The strike last trading price was 87, which was -5 lower than the previous day. The implied volatity was 29.71, the open interest changed by 13 which increased total open position to 644
On 17 Aug PERSISTENT was trading at 5289.00. The strike last trading price was 410.2, which was 0 lower than the previous day. The implied volatity was 0.96, the open interest changed by 0 which decreased total open position to 0
